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THE Somalian militants who led the attack on a Kenyan mall reportedly rented a shop there in the lead-up to the siege that left at least 67 people dead and hundreds more wounded.

The small storefront allowed the al-Shebab terrorists, or their associates, to use service lifts at the Westgate Mall to stockpile weapons and ammunition in the weeks leading up to the massacre, security sources told the BBC.

Having pre-positioned weapons they were able to re-arm quickly and repel the security forces, the broadcaster said.

Another source told CNN al-Shebab rented the store up to a year before the attack, suggesting the terrorist organisation had been planning the deadly operation for some time.

Shoppers and workers who had been hiding in Westgate Mall in Nairobi, Kenya escape during the terrorist attack.Source:AFP

The reports came as the al-Qaeda-linked group gloated about the bloody siege on Twitter, promising more attacks.

''The mesmeric performance by the Westgate Warriors was undoubtedly gripping, but despair not folks, that was just the premiere of Act 1,'' the group said in one of a string of messages posted on the social media site overnight.

The collapsed upper car park of the Westgate Mall in Nairobi, Kenya.Source:AP

Since President Uhuru Kenyatta announced an end to the unprecedented 80-hour siege late on Tuesday, al-Shebab have claimed responsibility for an attack on Thursday on a police compound on the border with Somalia, killing two officers.

Attacks are common in Kenya's northeastern border with Somalia, with regular grenade blasts or shooting ever since Kenyan troops crossed into southern Somalia two years ago to attack al-Shebab bases.

Kenya, meanwhile, entered its third and final day of official mourning, with flags at half post across the country.

Dozens of prayer meetings were held while counselling centres are supporting relatives of the 61 people listed as missing after the attack, one of the worst in Kenya's history.

Close to 200 people were wounded in the carnage, which saw running battles between militants and security forces in one of Nairobi's largest shopping centres, which was popular among wealthy Kenyans, diplomats, UN workers and other expatriates.

A Kenyan policeman keeps crowds of onlookers back from the Westgate Mall, in Nairobi, Kenya.Source:AP

Police have pleaded for patience as Kenyan and international teams - including from Britain, the United States, Israel, Germany, Canada and Interpol - combed the charred rubble of the devastated mall for dozens still missing.

With around a third of the building collapsed - as though hit by an earthquake - and with the risk of booby traps amongst the mangled wreckage, the work of international forensic and security experts will take days to complete.

Top Interpol official Jean-Michel Louboutin, speaking near the mall, said the challenge for investigators was to try "to remove the three levels that collapsed and see what is underneath''.

Volunteers run for cover after hearing a volley of gunshots.Source:AP

Interpol issued an international arrest notice at Kenya's request for 29-year-old Samantha Lewthwaite, dubbed the 'White Widow', a reference to her marriage to one of the suicide bombers who killed 52 people in London's July 2005 terror attacks.

Nairobi accuses her of alleged links to al-Shebab and the possession of explosives in a 2011 plot, and there has been widespread media speculation over her possible role in Nairobi's deadly siege, despite no concrete evidence so far.

Five suspected attackers were killed in the mall and 11 other people detained, officials said.

A soldier holds a RPG near the Westgate shopping mall in Nairobi.Source:AP

Al-Shebab boasted that the "Kenyan government is still in disarray'', saying it "won't be until several months when it fully comprehends exactly what took place at Westgate''.

Kenya's interior minister said on Friday the country would not bow to Shebab demands to pull troops out the war-torn bordering country.

"We went to Somalia because Al-Shebab was a threat to national security... We will continue to take action on that front until our security and interests in the country are protected," Joseph Ole Lenku told reporters.

Kenya invaded southern Somalia to attack Shebab bases two years ago, and later joined the 17,700-strong African Union force deployed in the country.

Somalis living in Kenya are terrified of retaliatory attacks, against the half a million refugees as well as members of the native ethnic Somali community.